@drift-labs/sdk 0.1.17 → 0.1.18-master.3

package/src/clearingHouse.ts

@@ -7,7 +7,6 @@ import {
 import {
 	MarketsAccount,
 	StateAccount,
-	CurveHistoryAccount,
 	DepositHistoryAccount,
 	FundingPaymentHistoryAccount,
 	FundingRateHistoryAccount,
@@ -17,6 +16,7 @@ import {
 	TradeHistoryAccount,
 	UserAccount,
 	Market,
+	ExtendedCurveHistoryAccount,
 } from './types';
 import * as anchor from '@project-serum/anchor';
 import clearingHouseIDL from './idl/clearing_house.json';
@@ -200,7 +200,7 @@ export class ClearingHouse {
 		return this.accountSubscriber.getDepositHistoryAccount();
 	}
 
-	public getCurveHistoryAccount(): CurveHistoryAccount {
+	public getCurveHistoryAccount(): ExtendedCurveHistoryAccount {
 		return this.accountSubscriber.getCurveHistoryAccount();
 	}
 

package/src/idl/clearing_house.json

@@ -939,6 +939,11 @@
           "isMut": true,
           "isSigner": false
         },
+        {
+          "name": "oracle",
+          "isMut": false,
+          "isSigner": false
+        },
         {
           "name": "curveHistory",
           "isMut": true,
@@ -956,6 +961,32 @@
         }
       ]
     },
+    {
+      "name": "updateCurveHistory",
+      "accounts": [
+        {
+          "name": "admin",
+          "isMut": false,
+          "isSigner": true
+        },
+        {
+          "name": "state",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "extendedCurveHistory",
+          "isMut": true,
+          "isSigner": false
+        },
+        {
+          "name": "curveHistory",
+          "isMut": false,
+          "isSigner": false
+        }
+      ],
+      "args": []
+    },
     {
       "name": "updateMarginRatio",
       "accounts": [
@@ -1368,7 +1399,7 @@
             "type": "u64"
           },
           {
-            "name": "depositRecords",
+            "name": "curveRecords",
             "type": {
               "array": [
                 {
@@ -1381,6 +1412,29 @@
         ]
       }
     },
+    {
+      "name": "ExtendedCurveHistory",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "head",
+            "type": "u64"
+          },
+          {
+            "name": "curveRecords",
+            "type": {
+              "array": [
+                {
+                  "defined": "ExtendedCurveRecord"
+                },
+                1024
+              ]
+            }
+          }
+        ]
+      }
+    },
     {
       "name": "DepositHistory",
       "type": {
@@ -1637,6 +1691,10 @@
             "name": "maxDeposit",
             "type": "u128"
           },
+          {
+            "name": "extendedCurveHistory",
+            "type": "publicKey"
+          },
           {
             "name": "padding0",
             "type": "u128"
@@ -1660,14 +1718,6 @@
           {
             "name": "padding5",
             "type": "u128"
-          },
-          {
-            "name": "padding6",
-            "type": "u128"
-          },
-          {
-            "name": "padding7",
-            "type": "u128"
           }
         ]
       }
@@ -1884,6 +1934,103 @@
         ]
       }
     },
+    {
+      "name": "ExtendedCurveRecord",
+      "type": {
+        "kind": "struct",
+        "fields": [
+          {
+            "name": "ts",
+            "type": "i64"
+          },
+          {
+            "name": "recordId",
+            "type": "u128"
+          },
+          {
+            "name": "marketIndex",
+            "type": "u64"
+          },
+          {
+            "name": "pegMultiplierBefore",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveBefore",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKBefore",
+            "type": "u128"
+          },
+          {
+            "name": "pegMultiplierAfter",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "quoteAssetReserveAfter",
+            "type": "u128"
+          },
+          {
+            "name": "sqrtKAfter",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmountLong",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmountShort",
+            "type": "u128"
+          },
+          {
+            "name": "baseAssetAmount",
+            "type": "i128"
+          },
+          {
+            "name": "openInterest",
+            "type": "u128"
+          },
+          {
+            "name": "totalFee",
+            "type": "u128"
+          },
+          {
+            "name": "totalFeeMinusDistributions",
+            "type": "u128"
+          },
+          {
+            "name": "adjustmentCost",
+            "type": "i128"
+          },
+          {
+            "name": "oraclePrice",
+            "type": "i128"
+          },
+          {
+            "name": "tradeRecord",
+            "type": "u128"
+          },
+          {
+            "name": "padding",
+            "type": {
+              "array": [
+                "u128",
+                5
+              ]
+            }
+          }
+        ]
+      }
+    },
     {
       "name": "DepositRecord",
       "type": {

package/src/math/funding.ts

@@ -120,6 +120,7 @@ export async function calculateAllEstimatedFundingRate(
 		.mul(periodAdjustment)
 		.div(hoursInDay)
 		.div(MARK_PRICE_PRECISION.div(QUOTE_PRECISION));
+
 	let feePoolSize = calculateFundingPool(market);
 	if (interpRateQuote.lt(new BN(0))) {
 		feePoolSize = feePoolSize.mul(new BN(-1));
@@ -289,7 +290,10 @@ export function calculateFundingPool(market: Market): BN {
 	const totalFeeLB = market.amm.totalFee.div(new BN(2));
 	const feePool = BN.max(
 		ZERO,
-		market.amm.totalFeeMinusDistributions.sub(totalFeeLB)
+		market.amm.totalFeeMinusDistributions
+			.sub(totalFeeLB)
+			.mul(new BN(2))
+			.div(new BN(3))
 	);
 	return feePool;
 }

package/src/types.ts

@@ -43,9 +43,9 @@ export type DepositHistoryAccount = {
 	depositRecords: DepositRecord[];
 };
 
-export type CurveHistoryAccount = {
+export type ExtendedCurveHistoryAccount = {
 	head: BN;
-	curveRecords: CurveRecord[];
+	curveRecords: ExtendedCurveRecord[];
 };
 
 export type FundingRateHistoryAccount = {
@@ -77,7 +77,7 @@ export type DepositRecord = {
 	amount: BN;
 };
 
-export type CurveRecord = {
+export type ExtendedCurveRecord = {
 	ts: BN;
 	recordId: BN;
 	marketIndex: BN;
@@ -93,6 +93,8 @@ export type CurveRecord = {
 	baseAssetAmountShort: BN;
 	baseAssetAmount: BN;
 	openInterest: BN;
+	oraclePrice: BN;
+	tradeId: BN;
 };
 
 export type TradeRecord = {
@@ -197,6 +199,7 @@ export type StateAccount = {
 	discountMint: PublicKey;
 	oracleGuardRails: OracleGuardRails;
 	maxDeposit: BN;
+	extendedCurveHistory: PublicKey;
 };
 
 export type MarketsAccount = {